Original title:
Edgeworthův rozvoj
Translated title:
Edgeworth expansion
Authors:
Dzurilla, Matúš ; Omelka, Marek (advisor) ; Nagy, Stanislav (referee) Document type: Master’s theses
Year:
2019
Language:
slo Abstract:
[eng][cze] This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworth's expansion, its assumptions and terminology associated with it. Afterwards demonstrate process of deducting first term of Edgeworth's expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworth's expansion.Táto práca sa zaoberá Edgeworthovým rozvojom pre aproximáciu rozdelenia odhadu parametra. Úloha práce je uviesť pojem Edgeworthov rozvoj, zaviesť jeho predpoklady a s nimi súvisiace termíny. Následne ukázať postup pre odvodenie prvého člena Edgeworthovho rozvoja. Nakoniec túto aproximáciu demonštrovať na príkladoch, porovnať ho s inými aproximáciami (hlavne centrálnou limitnou vetou) a ukázať silné a slabé stránky Edgeworthovho rozvoja
Keywords:
central limit theorem; characteristic function; Edgeworth expansion; centrálna limitná veta; charakteristická funkcia; Edgeworthův rozvoj
Institution: Charles University Faculties (theses)
(web)
Document availability information: Available in the Charles University Digital Repository. Original record: http://hdl.handle.net/20.500.11956/109343